Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2,17% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 114 991 | 75 000 | 52 519 CHF | 35 046 CHF | 100,00% | 100,00% |
19/11/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 104 084 | 75 000 | 51 467 CHF | 37 862 CHF | 100,00% | 100,00% |
18/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 106 663 | 75 000 | 52 197 CHF | 37 482 CHF | 100,00% | 100,00% |
15/11/2024 | 2,01% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 105 753 | 75 000 | 51 949 CHF | 37 648 CHF | 100,00% | 100,00% |
14/11/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 911 CHF | 39 683 CHF | 99,52% | 99,52% |
13/11/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 97 243 | 74 138 | 52 367 CHF | 40 720 CHF | 98,35% | 98,35% |